Szomorú vasárnap was composed by Rezső Seress in 1933.
While the title of Seress' composition was translated into English as Gloomy Sunday, it was popularly known in both the U.S. and the U.K. as "the Hungarian suicide song" due to innumerable press accounts of people who cited the song in their suicide notes.
The song was even locally banned by several radio stations in the interest of "public morals." Seress himself committed suicide in 1968,
Marozsán Erika: Szomorú vasárnap (Gloomy Sunday)
The first person to sing Gloomy Sunday in English was Paul Robeson in 1936,
Robeson's English-language version was quickly followed by many others, perhaps most famously, that recorded by Lady Day:in 1941:
Gloomy Sunday has been recorded in may different styles and remains part of the soundtrack -- and an essential entry in the songbook-- of the 1930s and 1940s, and is still performed to this day.
Charlie Adams: Gloomy Sunday
Björk: Gloomy Sunday